The Squeeze002 strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
Populate Indicators: This function adds several technical indicators to the given DataFrame, including Simple Moving Average (SMA), Exponential Moving Average (EMA), Triple Exponential Moving Average (TEMA), Moving Average Convergence Divergence (MACD), Money Flow Index (MFI), Average Directional Index (ADX), Directional Movement indicators (DM Plus and DM Minus), Parabolic SAR (SAR), Relative Strength Index (RSI), Fisher Transform of RSI (Fisher RSI), Bollinger Bands, Keltner Channels, Donchian Channels, and other related indicators. Populate Buy Trend: This function determines the buy signals based on the populated indicators.
It checks various conditions such as the value of ADX, MACD, Bollinger Bands, and the cross above a certain threshold for the Squeeze Value.
If the conditions are met, the 'buy' column in the DataFrame is set to 1.
Populate Sell Trend: This function determines the sell signals based on the populated indicators. It checks conditions such as the Squeeze Value crossing below zero and additional conditions related to Fisher RSI and Parabolic SAR. If the conditions are met, the 'sell' column in the DataFrame is set to 1. Overall, the strategy aims to identify favorable buy and sell opportunities based on the combination of multiple technical indicators.